shark::GeneralQuadraticProblem< MatrixT > Class Template Reference

Most gneral problem formualtion, needs to be configured by hand. More...

#include <shark/Algorithms/QP/QpSolver.h>

Public Types
typedef MatrixT	MatrixType

typedef MatrixType::QpFloatType	QpFloatType

Public Member Functions
	GeneralQuadraticProblem (MatrixType &quadratic)

	GeneralQuadraticProblem (MatrixType &quadratic, Data< unsigned int > const &labels, Data< double > const &weights, RealVector const &regularizers)
	constructor which initializes a C-SVM problem with weighted datapoints and different regularizers for every class More...

std::size_t	dimensions () const

void	flipCoordinates (std::size_t i, std::size_t j)
	exchange two variables via the permutation More...

void	scaleBoxConstraints (double factor)
	Scales all box constraints by a constant factor and adapts the solution by scaling it by the same factor. More...

Public Attributes
MatrixType &	quadratic
	representation of the quadratic part of the objective function More...

RealVector	linear
	Linear part of the problem. More...

RealVector	alpha
	Solution candidate. More...

RealVector	diagonal

std::vector< std::size_t >	permutation
	permutation of the variables alpha, gradient, etc. More...

RealVector	boxMin

RealVector	boxMax

Detailed Description

template<class MatrixT>
class shark::GeneralQuadraticProblem< MatrixT >

Most gneral problem formualtion, needs to be configured by hand.

Definition at line 47 of file QpSolver.h.

Member Typedef Documentation

◆ MatrixType

template<class MatrixT>

typedef MatrixT shark::GeneralQuadraticProblem< MatrixT >::MatrixType

Definition at line 49 of file QpSolver.h.

◆ QpFloatType

template<class MatrixT>

typedef MatrixType::QpFloatType shark::GeneralQuadraticProblem< MatrixT >::QpFloatType

Definition at line 50 of file QpSolver.h.

Constructor & Destructor Documentation

◆ GeneralQuadraticProblem() [1/2]

template<class MatrixT>

shark::GeneralQuadraticProblem< MatrixT >::GeneralQuadraticProblem ( MatrixType & quadratic )

inline

Definition at line 53 of file QpSolver.h.

References shark::GeneralQuadraticProblem< MatrixT >::diagonal, shark::GeneralQuadraticProblem< MatrixT >::dimensions(), and shark::GeneralQuadraticProblem< MatrixT >::permutation.

◆ GeneralQuadraticProblem() [2/2]

template<class MatrixT>

shark::GeneralQuadraticProblem< MatrixT >::GeneralQuadraticProblem	(	MatrixType &	quadratic,
		Data< unsigned int > const &	labels,
		Data< double > const &	weights,
		RealVector const &	regularizers
	)

inline

constructor which initializes a C-SVM problem with weighted datapoints and different regularizers for every class

Definition at line 69 of file QpSolver.h.

References shark::GeneralQuadraticProblem< MatrixT >::boxMax, shark::GeneralQuadraticProblem< MatrixT >::boxMin, shark::GeneralQuadraticProblem< MatrixT >::diagonal, shark::GeneralQuadraticProblem< MatrixT >::dimensions(), shark::Data< Type >::element(), shark::GeneralQuadraticProblem< MatrixT >::linear, shark::Data< Type >::numberOfElements(), shark::GeneralQuadraticProblem< MatrixT >::permutation, and SIZE_CHECK.

Member Function Documentation

◆ dimensions()

template<class MatrixT>

std::size_t shark::GeneralQuadraticProblem< MatrixT >::dimensions ( ) const

inline

Definition at line 105 of file QpSolver.h.

References shark::GeneralQuadraticProblem< MatrixT >::quadratic.

Referenced by shark::BoxedSVMProblem< MatrixT >::BoxedSVMProblem(), shark::CSVMProblem< MatrixT >::CSVMProblem(), shark::GeneralQuadraticProblem< MatrixT >::GeneralQuadraticProblem(), and shark::CSVMProblem< MatrixT >::scaleBoxConstraints().

◆ flipCoordinates()

template<class MatrixT>

void shark::GeneralQuadraticProblem< MatrixT >::flipCoordinates	(	std::size_t	i,
		std::size_t	j
	)

inline

exchange two variables via the permutation

Definition at line 110 of file QpSolver.h.

References shark::GeneralQuadraticProblem< MatrixT >::alpha, shark::GeneralQuadraticProblem< MatrixT >::boxMax, shark::GeneralQuadraticProblem< MatrixT >::boxMin, shark::GeneralQuadraticProblem< MatrixT >::diagonal, shark::GeneralQuadraticProblem< MatrixT >::linear, shark::GeneralQuadraticProblem< MatrixT >::permutation, shark::GeneralQuadraticProblem< MatrixT >::quadratic, and shark::swap().

◆ scaleBoxConstraints()

template<class MatrixT>

void shark::GeneralQuadraticProblem< MatrixT >::scaleBoxConstraints ( double factor )

inline

Scales all box constraints by a constant factor and adapts the solution by scaling it by the same factor.

Definition at line 125 of file QpSolver.h.

References shark::GeneralQuadraticProblem< MatrixT >::alpha, shark::GeneralQuadraticProblem< MatrixT >::boxMax, and shark::GeneralQuadraticProblem< MatrixT >::boxMin.

Member Data Documentation

◆ alpha

template<class MatrixT>

RealVector shark::GeneralQuadraticProblem< MatrixT >::alpha

Solution candidate.

Definition at line 139 of file QpSolver.h.

Referenced by shark::GeneralQuadraticProblem< MatrixT >::flipCoordinates(), shark::GeneralQuadraticProblem< MatrixT >::scaleBoxConstraints(), and shark::CSVMProblem< MatrixT >::scaleBoxConstraints().

◆ boxMax

template<class MatrixT>

RealVector shark::GeneralQuadraticProblem< MatrixT >::boxMax

Definition at line 150 of file QpSolver.h.

Referenced by shark::GeneralQuadraticProblem< MatrixT >::flipCoordinates(), shark::GeneralQuadraticProblem< MatrixT >::GeneralQuadraticProblem(), and shark::GeneralQuadraticProblem< MatrixT >::scaleBoxConstraints().

◆ boxMin

template<class MatrixT>

RealVector shark::GeneralQuadraticProblem< MatrixT >::boxMin

Definition at line 148 of file QpSolver.h.

Referenced by shark::GeneralQuadraticProblem< MatrixT >::flipCoordinates(), shark::GeneralQuadraticProblem< MatrixT >::GeneralQuadraticProblem(), and shark::GeneralQuadraticProblem< MatrixT >::scaleBoxConstraints().

◆ diagonal

template<class MatrixT>

RealVector shark::GeneralQuadraticProblem< MatrixT >::diagonal

diagonal matrix entries The diagonal array is of fixed size and not subject to shrinking.

Definition at line 143 of file QpSolver.h.

Referenced by shark::BoxedSVMProblem< MatrixT >::BoxedSVMProblem(), shark::CSVMProblem< MatrixT >::CSVMProblem(), shark::GeneralQuadraticProblem< MatrixT >::flipCoordinates(), and shark::GeneralQuadraticProblem< MatrixT >::GeneralQuadraticProblem().

◆ linear

template<class MatrixT>

RealVector shark::GeneralQuadraticProblem< MatrixT >::linear

Linear part of the problem.

Definition at line 136 of file QpSolver.h.

Referenced by shark::CSVMProblem< MatrixT >::CSVMProblem(), shark::GeneralQuadraticProblem< MatrixT >::flipCoordinates(), and shark::GeneralQuadraticProblem< MatrixT >::GeneralQuadraticProblem().

◆ permutation

template<class MatrixT>

std::vector<std::size_t> shark::GeneralQuadraticProblem< MatrixT >::permutation

permutation of the variables alpha, gradient, etc.

Definition at line 146 of file QpSolver.h.

Referenced by shark::BoxedSVMProblem< MatrixT >::BoxedSVMProblem(), shark::CSVMProblem< MatrixT >::CSVMProblem(), shark::GeneralQuadraticProblem< MatrixT >::flipCoordinates(), shark::BoxedSVMProblem< MatrixT >::flipCoordinates(), shark::CSVMProblem< MatrixT >::flipCoordinates(), and shark::GeneralQuadraticProblem< MatrixT >::GeneralQuadraticProblem().

◆ quadratic

template<class MatrixT>

MatrixType& shark::GeneralQuadraticProblem< MatrixT >::quadratic

representation of the quadratic part of the objective function

Definition at line 133 of file QpSolver.h.

Referenced by shark::GeneralQuadraticProblem< MatrixT >::dimensions(), shark::BoxedSVMProblem< MatrixT >::dimensions(), shark::CSVMProblem< MatrixT >::dimensions(), and shark::GeneralQuadraticProblem< MatrixT >::flipCoordinates().

The documentation for this class was generated from the following file:

include/shark/Algorithms/QP/QpSolver.h